Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.618 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 49424.84 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45363.63 Kr¶

PnL: ---------------------------------------> 307.63 Kr¶

DD now: ---------------------------------> -6.957 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-04 10:14:12.935554'

Anic Portfolio¶

Today¶

Return: 1.128 %¶

This Week¶

Return: 0.247 %¶

Total portfolio value¶

Return including deposits: 61.804 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 1.310000 1682.640000 213.640000 14.540000 1468.999998
Sedana Medical 93 5.580000 2711.880000 190.880000 7.570000 2521.000011
Orrön Energy 180 4.250000 2143.800000 100.800000 4.930000 2043.000000
Sagax B 4 3.410000 896.400000 42.400000 4.960000 854.000000
Platzer Fastigheter Holding B 12 3.470000 1003.200000 42.200000 4.390000 960.999996
Sagax A 4 3.720000 892.000000 38.000000 4.450000 854.000000
Catena 2 2.640000 824.400000 32.400000 4.090000 792.000000
Atrium Ljungberg B 5 1.520000 967.000000 32.000000 3.420000 935.000000
JM 6 1.570000 891.600000 27.600000 3.190000 864.000000
Hoist Finance 35 -0.170000 1002.750000 22.750000 2.320000 980.000000
Hexatronic Group 12 1.690000 984.480000 17.480000 1.810000 966.999996
Gränges 9 1.650000 943.200000 15.200000 1.640000 927.999999
Byggmax Group 33 1.520000 967.560000 11.560000 1.210000 956.000001
BioGaia B 8 0.600000 940.000000 10.000000 1.080000 930.000000
Bilia A 8 0.530000 904.800000 4.800000 0.530000 900.000000
EQT 4 0.920000 835.600000 3.600000 0.430000 832.000000
Clas Ohlson B 12 0.180000 976.200000 3.200000 0.330000 972.999996
AcadeMedia 8 0.700000 403.600000 1.600000 0.400000 402.000000
HEXPOL B 9 -0.610000 1021.500000 0.500000 0.050000 1020.999996
Biotage 7 -0.300000 940.100000 -0.900000 -0.100000 940.999997
OX2 13 0.620000 946.400000 -3.600000 -0.380000 949.999999
ASSA ABLOY B 3 -0.310000 773.400000 -5.600000 -0.720000 779.000001
Alimak Group 11 0.480000 921.800000 -6.200000 -0.670000 927.999996
VEF 909 0.900000 1834.360000 -15.640000 -0.850000 1850.000436
Creaspac SPAC 39 0.110000 3701.100000 -16.900000 -0.450000 3717.999987
Nordic Waterproofing Holding 7 0.150000 945.000000 -22.000000 -2.280000 966.999999
SKF B 5 -2.170000 911.750000 -28.250000 -3.010000 940.000000
Addnode Group B 11 -1.160000 891.000000 -30.000000 -3.260000 921.000003
Latour B 4 0.340000 820.800000 -36.200000 -4.220000 857.000000
Vitec Software Group B 2 0.770000 1050.000000 -37.000000 -3.400000 1087.000000
Indutrade 5 1.550000 1179.000000 -39.000000 -3.200000 1218.000000
Hexagon B 26 0.350000 3402.100000 -58.900000 -1.700000 3461.000010
Bufab 3 -0.460000 1048.200000 -60.800000 -5.480000 1109.000001
BHG Group 97 2.580000 1390.010000 -68.990000 -4.730000 1458.999989
INVISIO 16 0.440000 3616.000000 -73.000000 -1.980000 3689.000000
TOTAL 45363.630000 307.630000 -6.95686% 45056.000411

Updated:¶

'2023-07-04 10:14:30.403610'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶